procedure RandomLogNormal(Dst: TMtxVec; mu: Double; sigma: Double; b: Double; beta: Double);
Generates an array of samples distributed Lognormally.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Dst | TMtxVec | source TVec or TMtx |
| 2 | mu | Double | scalar |
| 3 | sigma | Double | scalar |
| 4 | b | Double | scalar |
| 5 | beta | Double | scalar |
Result: stored in self (calling object)
Remarks:
Returns random numbers distributed according to the Lognormal probability density function (PDF) similar to as defined here Probabilities.LogNormalPDF. Additional parameters are "b" is displacement and beta is scale factor:
f(x) = 1/(sigma (x-b)sqrt(2pi)) exp(-((ln(x-b)/beta - mu)^2)/( ) 2sigma^2), x > b f(x) = 0, x <= b
The number of samples generated is defined with the Dst.Length parameter. The result can be accessed via Dst.Values property.